BNP Paribas Call 10.2 NWL 20.12.2024
/ DE000PC21D92
BNP Paribas Call 10.2 NWL 20.12.2.../ DE000PC21D92 /
2024-09-24 5:50:34 PM |
Chg.-0.016 |
Bid5:59:54 PM |
Ask5:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
-23.19% |
0.055 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
Newell Brands Inc |
10.20 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC21D9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.20 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
71.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.57 |
Parity: |
-2.66 |
Time value: |
0.09 |
Break-even: |
9.27 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
3.37 |
Spread abs.: |
0.02 |
Spread %: |
33.82% |
Delta: |
0.12 |
Theta: |
0.00 |
Omega: |
8.74 |
Rho: |
0.00 |
Quote data
Open: |
0.067 |
High: |
0.070 |
Low: |
0.053 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-62.14% |
1 Month |
|
|
-62.14% |
3 Months |
|
|
-51.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.069 |
1M High / 1M Low: |
0.160 |
0.069 |
6M High / 6M Low: |
0.620 |
0.069 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.250 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.53% |
Volatility 6M: |
|
570.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |